I second Johasu on construction. If your drawing fails at the construction level, no amount of color/shading/3d-form will ever be able to save it. That being said, your silhouettes aren't that bad. The silhouette is the key to the construction of almost any sprite. You definitely need to be more aware of why portions of the stuff you're doing looks wrong and you only get that knowledge by being very objective and ripping your own stuff apart, then you must begin looking at and touching (I mean really really studying!) real life forms in 3d.
One thing I did find concerning in your OP is that you mention your "style". As Bruce Lee once put it, "My style is no style. My limit is no limit."
The issue of "style" was the fundamental problem he had with martial arts at the time. Everyone was focused on what "style" was best, but Bruce Lee knew that a set "style" made him predictable, thus he adopted the "style of no style". Awesome artists do something similar -- they implement a variety of ways of doing something in their work, but not because they need to, they just get a thrill in experimenting with something new that works so well in the context they put it in that they might try putting it somewhere else next time. This unpredictability provides not only more interesting work for both the artist and the viewer, but also gives them tools they need to learn how to make their work better and more interesting with each success. Learning multiple "styles" adds to their collection of skills and offers new ways to vary things up. Having a set "style" limits this creative freedom. Who wants to be limited in what they can create?
Bottom line is, just because an artist creates something one way more than they do another way, it doesn't necessarily mean its a "style", it means they've literally just done it that particular way most often -- and whether that's due to them just settling with it because they can't do it the way they really *want* (due to a limited skill set or not), the point remains -- for whatever reason, they've chosen to limit themselves.
When you're an advanced artist with a variety of skills, this is perfectly fine. When you're a beginner, or even just moderately skilled, limiting yourself prevents you from enjoying art as much as you truly could had you chosen to try other ways of doing things because it is in those ways that you truly find your *own* way of doing art. Nobody is just born with a deep level of skill or knowledge to know for certain, that something is the one and only way for them without experiencing firsthand many other possibilities prior to that. I think most beginners lack this understanding since they tend to rationalize that their art looks bad because that's just their "style" -- not because they lack the deeper understanding they need to improve it. Due to this rationalization, many never seek it out, and instead choose to limit themselves to what they can do already.
With that being said, I respect that you joined the forums to get some advice on your work dude. I wish more people in your situation would take that path. Congrats man.
</soapbox>
Now for some actual critique/advice:
The one thing that stands out to me on all of your images aside from what was mentioned prior, is that your images are very flat and look somewhat "fly-swatted".
The reason is that you're starting too large with your pixel art, and you're starting out with characters to boot. Large pixel art is *very* difficult when you don't have a solid enough understanding of how to construct your art with pixels on a smaller scale. Smaller pixel art forces you to think about color ratios since 1 pixel is HUGE in a 16x16 sprite, but a little less so on a 32x32 sprite, although you still can't get the detail you want without understanding the ideas of contrast/color-selection that smaller sprites demand.
The smaller your pixels become (say 128x128), the more room you have to play around with light/shadow and, due to this, your understanding of them via art/drawing by hand comes into play. Due to this, it's a lot harder creating large art without learning how to handle light and shadows on 3d volumes. Small to moderately-sized inanimate objects (rocks/trees/barrels/foliage) (64x32 / 128x64) tend to teach this better than trying to do characters to learn it since they are mostly a single color+values. Once you get decent with values/contrast, you can look at moving on to larger, slightly more complex structures. Before you do that, however, you'll need to have an understanding of how to select colors that work in a larger scenes, and thus you'll have to find a single color the entire scene is harmonized to. An amazing tutorial on how to do this can be found here (I wish I had found this years ago):
http://www.youtube.com/watch?v=9kQllLy_X4IWith that being said, I've been where you are, and you've got your work cut out for you. However, don't be discouraged because it gets a whole lot more fun as your skill level improves, and that happens everytime you find more nuggets of awesome like the technique in that video. The key is to not let yourself get frustrated by what you *can't* do, and instead search around for techniques to practice to help you do more than you already *can* do. It only gets easier from there.
